I've literally shown up to things in leggings and carrying groceries. I've also gone not quite ball gown but like fancy wedding level. And I have shown up in costume. There's no official dress code there (at least, there never has been for any show I've attended) and no one will care what you're wearing. Dress up if you like, dress down if you like! If you just want to fit in, agree with other posters that middle ground of business/business casual is the norm, especially for a musical.